1) Conditional Value-at-risk-aversion
条件风险规避值
2) Conditional Value-at-Risk
条件风险值
1.
The paper proposed a two-echelon optimal ordering model for multi-products with Conditional Value-at-Risk(CVaR) which is used popularly in the field of financial engineering.
借鉴金融工程领域广泛应用的条件风险值法,以及基于布朗运动的贝叶斯预测方法,建立两阶段多产品订货风险决策模型,用数值分析对模型进行了检验,发现它基本反映了真实的决策过程和决策者心理。
3) conditional value at risk(CVaR)
条件风险值
1.
Under the assumption that the yield series is a strictly stationary process,we present an equation satisfied by value at risk(VaR) at time t given historical data and an analytic formula for conditional value at risk(CVaR).
该文在损益变化为一个严平稳过程的假设下,采用非参数方法给出了在已知t时刻之前的历史损益时,t时刻风险值估计所应满足的方程,以及条件风险值估计的解析表达式。
4) risk avoidance
风险规避
1.
Study on risk avoidance in software project bidding based on life cycle management;
基于全寿命周期的软件项目投标风险规避研究
2.
IT outsourcing risk avoidance in vendor dominant context;
服务商主导的IT外包风险规避
3.
Cost earnings,risk avoidance and human capital investment;
成本收益、风险规避与人力资本投资
5) risk elusion
风险规避
1.
Neural Network Model for the RMB/USD Exchange Rate Forecast and the Risk Elusion;
基于神经网络的人民币/美元汇率预测与风险规避
6) Risk aversion
风险规避
1.
Risk aversion and evaluation of science research projects in military hospital;
军队医院基金项目的申报评估与风险规避
2.
Supply chain coordination with risk aversion retailers;
带有风险规避型销售商的供需链协调
3.
Evolution of day-to-day route choice behavior considering risk aversion and perception updating;
考虑风险规避和认知更新的日常择路行为演进
补充资料:在风险条件下的决策
说明:补充资料仅用于学习参考,请勿用于其它任何用途。
参考词条